-13.3%
PPG vs CASY
+209.8%
-223.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.3% |
| 7D | 0.0% | -4.4% | +4.4% | +0.3% |
| 30D | -7.8% | -12.0% | +4.3% | -7.0% |
| 3M | -2.2% | -2.3% | +0.1% | -3.1% |
| 6M | +4.1% | +10.5% | -6.4% | +1.0% |
| YTD | +9.1% | +33.0% | -23.9% | +3.1% |
| 1Y | +1.0% | +41.1% | -40.2% | -5.5% |
| 3Y | -13.3% | +207.5% | -220.8% | -23.5% |
| All | -13.3% | +209.8% | -223.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling